Time series modeling and forecasting by mathematical programming
Bogdan Bichescu, George G. Polak
| Year of publication: |
2023
|
|---|---|
| Authors: | Bichescu, Bogdan ; Polak, George G. |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 151.2023, p. 1-14
|
| Subject: | Optimization modeling | Time-series analysis | Wavelets | Forecasting | White noise | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Zustandsraummodell | State space model |